Correction to exponent of cross-sectional dependence for residuals

Natalia Bailey, George Kapetanios, M. Hashem Pesaran

Econometrics & Business Statistics

Research output: Contribution to journal › Comment / Debate › Other › peer-review

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2019

Exponent of cross-sectional dependence for residuals
Bailey, N., Kapetanios, G. & Pesaran, M. H., 2019, In: Sankhya B. 81, S1, p. 46-102 57 p.
Research output: Contribution to journal › Article › Research › peer-review

14 Citations (Scopus)